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Hi #EconTwitter!
Yearning for a deep dive into the world of ๐ญ๐ข๐ฆ๐ ๐ฌ๐๐ซ๐ข๐๐ฌ ๐๐๐จ๐ง๐จ๐ฆ๐๐ญ๐ซ๐ข๐๐ฌ? ๐
Behold a compilation (from my recent tweets) of very nice lecture notes and books, freely available online, just a click away.
Hope you'll like it! ๐
Yearning for a deep dive into the world of ๐ญ๐ข๐ฆ๐ ๐ฌ๐๐ซ๐ข๐๐ฌ ๐๐๐จ๐ง๐จ๐ฆ๐๐ญ๐ซ๐ข๐๐ฌ? ๐
Behold a compilation (from my recent tweets) of very nice lecture notes and books, freely available online, just a click away.
Hope you'll like it! ๐
Alex Aue's Time Series Analysis
Friendly introduction to Time Series Analysis, covering key principles (including spectral methods) and examples in R
batch.libretexts.org/print/Letter/Fโฆ
Friendly introduction to Time Series Analysis, covering key principles (including spectral methods) and examples in R
batch.libretexts.org/print/Letter/Fโฆ
@BruceEHansen's Advanced Time Series and Forecasting
Set of slides on time series econometrics and forecasting, covering most aspects on this topic.
ssc.wisc.edu/~bhansen/crete/
Set of slides on time series econometrics and forecasting, covering most aspects on this topic.
ssc.wisc.edu/~bhansen/crete/
@FrancisDiebold's Time-Series Econometrics: a concise course
A modern and concise master's or PhD-level book in econometric time series
sas.upenn.edu/~fdiebold/Teacโฆ
A modern and concise master's or PhD-level book in econometric time series
sas.upenn.edu/~fdiebold/Teacโฆ
@JohnHCochrane's Time Series for Macroeconomics and Finance
Evergreen notes introducing time series econometrics to economists.
johnhcochrane.com/s/time_series_โฆ
Evergreen notes introducing time series econometrics to economists.
johnhcochrane.com/s/time_series_โฆ
@FrancisDiebold's Forecasting in Economics, Business, Finance and Beyond
A textbook on forecasting, mainly in a time series setting.
sas.upenn.edu/~fdiebold/Teacโฆ
A textbook on forecasting, mainly in a time series setting.
sas.upenn.edu/~fdiebold/Teacโฆ
Suhasini Subba Rao's Introduction to Time Series Analysis
A book covering modeling, prediction, nonlinear, frequency domain & coding in R.
web.stat.tamu.edu/~suhasini/teacโฆ
A book covering modeling, prediction, nonlinear, frequency domain & coding in R.
web.stat.tamu.edu/~suhasini/teacโฆ
@jimstockmetrics & Mark Watson's Time Series Econometrics
Slides covering time series, IV, dynamic factor models, HAC inference and more
aeaweb.org/content/file?iโฆ
Slides covering time series, IV, dynamic factor models, HAC inference and more
aeaweb.org/content/file?iโฆ
Peter Phillips' Lectures on Unit roots, Cointegration and Nonstationarity
Hand-written notes on theoretical time series econometrics, covering the classics (FCLTs, stoch. calculus, unit roots, etc.
korora.econ.yale.edu/phillips/teachโฆ
Hand-written notes on theoretical time series econometrics, covering the classics (FCLTs, stoch. calculus, unit roots, etc.
korora.econ.yale.edu/phillips/teachโฆ
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